Probabilistic Forecasting on Electricity
0.026CRPSDDPM
Evaluation Results
| Method | Links | |
|---|---|---|
| DDPM2024.05 | 0.026 | |
| VSDM2024.05 | 0.038 | |
| SGM2024.05 | 0.045 | |
| TARFVAEPred Len=962025.11 | 0.068 | |
| LSG-VAEHorizon=96, Context Length=962026.03 | 0.069 | |
| LSG-VAEHorizon=192, Context Length=962026.03 | 0.075 | |
| TARFVAEPred Len=1922025.11 | 0.077 | |
| LSG-VAEHorizon=336, Context Length=962026.03 | 0.078 | |
| LSG-VAEHorizon=720, Context Length=962026.03 | 0.08 | |
| TARFVAEPred Len=3362025.11 | 0.081 | |
| K2VAEHorizon=336, Context Length=962026.03 | 0.084 | |
| PatchTSTPred Len=962025.11 | 0.086 | |
| TARFVAEPred Len=7202025.11 | 0.087 | |
| K2VAEHorizon=720, Context Length=962026.03 | 0.087 | |
| PatchTSTPred Len=1922025.11 | 0.092 | |
| GRU NVPPred Len=3362025.11 | 0.099 | |
| TimeGradPred Len=7202025.11 | 0.108 | |
| TimePrismNumber of scenarios (N)=625, Input length=242025.09 | 0.133 | |
| TimeGrad2025.09 | 0.232 | |
| TACTiS-22025.09 | 0.299 | |
| TempFlowBackbone=LSTM2025.09 | 0.316 | |
| TSDiff-Condvariant=conditional2023.07 | 0.338 | |
| CSDImodel=conditional diffusion2023.07 | 0.352 | |
| TSDiff-Qguidance=quantile guidance2023.07 | 0.358 | |
| TimeMCLNumber of hypotheses=162025.09 | 0.37 | |
| ETS2025.09 | 0.376 | |
| DeepStatemodel=state space model2023.07 | 0.379 | |
| DeepARarchitecture=RNN-based2023.07 | 0.389 | |
| TSDiff-MSguidance=mean square guidance2023.07 | 0.391 | |
| Trf.FlowBackbone=Transformer2025.09 | 0.396 | |
| interPDNForecast horizon=1922025.11 | 0.397 | |
| MOIRAIForecast horizon=1922025.11 | 0.402 | |
| TimePrism-16Number of scenarios (N)=16, Input length=242025.09 | 0.414 | |
| TFTarchitecture=Temporal Fusion Transformer2023.07 | 0.417 | |
| Transformerarchitecture=self-attention-based2023.07 | 0.419 | |
| TMDMForecast horizon=1922025.11 | 0.45 | |
| ChronosForecast horizon=1922025.11 | 0.481 | |
| Seasonal Naive2023.07 | 0.512 | |
| ARIMA2023.07 | 0.545 | |
| DiffusionTSForecast horizon=1922025.11 | 0.545 | |
| Linear2023.07 | 0.569 | |
| ETS2023.07 | 0.611 | |
| MQ-CNNarchitecture=CNN-based2023.07 | 0.79 | |
| DeepAR2025.09 | 0.997 | |
| TimePreNumber of hypotheses=162025.11 | 3.15 | |
| Tactis2Number of hypotheses=162025.11 | 5.36 | |
| TimeMCL (R.)Number of hypotheses=162025.11 | 5.46 | |
| TempFlowNumber of hypotheses=162025.11 | 7.08 |